CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 25-Jul-2008

Day Change Summary
	Previous	Current
	24-Jul-2008	25-Jul-2008	Change	Change %	Previous Week
Open	0.9293	0.9341	0.0048	0.5%	0.9384
High	0.9356	0.9409	0.0053	0.6%	0.9459
Low	0.9286	0.9288	0.0002	0.0%	0.9286
Close	0.9342	0.9293	-0.0049	-0.5%	0.9293
Range	0.0070	0.0121	0.0051	72.9%	0.0173
ATR	0.0106	0.0107	0.0001	1.0%	0.0000
Volume	101,644	102,325	681	0.7%	511,731

Daily Pivots for day following 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9693	0.9614	0.9360
R3	0.9572	0.9493	0.9326
R2	0.9451	0.9451	0.9315
R1	0.9372	0.9372	0.9304	0.9351
PP	0.9330	0.9330	0.9330	0.9320
S1	0.9251	0.9251	0.9282	0.9230
S2	0.9209	0.9209	0.9271
S3	0.9088	0.9130	0.9260
S4	0.8967	0.9009	0.9226

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9865	0.9752	0.9388
R3	0.9692	0.9579	0.9341
R2	0.9519	0.9519	0.9325
R1	0.9406	0.9406	0.9309	0.9376
PP	0.9346	0.9346	0.9346	0.9331
S1	0.9233	0.9233	0.9277	0.9203
S2	0.9173	0.9173	0.9261
S3	0.9000	0.9060	0.9245
S4	0.8827	0.8887	0.9198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9459	0.9286	0.0173	1.9%	0.0092	1.0%	4%	False	False	102,346
10	0.9672	0.9286	0.0386	4.2%	0.0116	1.3%	2%	False	False	134,006
20	0.9672	0.9286	0.0386	4.2%	0.0112	1.2%	2%	False	False	137,381
40	0.9678	0.9251	0.0427	4.6%	0.0104	1.1%	10%	False	False	100,729
60	0.9790	0.9251	0.0539	5.8%	0.0099	1.1%	8%	False	False	67,291
80	1.0062	0.9251	0.0811	8.7%	0.0091	1.0%	5%	False	False	50,488
100	1.0505	0.9251	0.1254	13.5%	0.0093	1.0%	3%	False	False	40,415

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9923
2.618	0.9726
1.618	0.9605
1.000	0.9530
0.618	0.9484
HIGH	0.9409
0.618	0.9363
0.500	0.9349
0.382	0.9334
LOW	0.9288
0.618	0.9213
1.000	0.9167
1.618	0.9092
2.618	0.8971
4.250	0.8774

Fisher Pivots for day following 25-Jul-2008
Pivot	1 day	3 day
R1	0.9349	0.9348
PP	0.9330	0.9329
S1	0.9312	0.9311

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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